Anic Equity¶

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Total return since start: 0.621 %¶

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Equity now: -----------------------------> 49508.09 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45446.88 Kr¶

PnL: ---------------------------------------> 390.88 Kr¶

DD now: ---------------------------------> -6.8 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 10:26:48.287518'

Anic Portfolio¶

Today¶

Return: 1.299 %¶

This Week¶

Return: 0.416 %¶

Total portfolio value¶

Return including deposits: 62.077 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 93 6.660000 2739.780000 218.780000 8.680000 2521.000011
Hennes & Mauritz B 9 1.520000 1686.060000 217.060000 14.780000 1468.999998
Orrön Energy 180 4.290000 2144.700000 101.700000 4.980000 2043.000000
Platzer Fastigheter Holding B 12 4.330000 1011.600000 50.600000 5.270000 960.999996
Sagax A 4 4.650000 900.000000 46.000000 5.390000 854.000000
Sagax B 4 3.740000 899.200000 45.200000 5.290000 854.000000
Atrium Ljungberg B 5 2.680000 978.000000 43.000000 4.600000 935.000000
Catena 2 3.440000 830.800000 38.800000 4.900000 792.000000
Hoist Finance 35 0.870000 1013.250000 33.250000 3.390000 980.000000
JM 6 2.050000 895.800000 31.800000 3.680000 864.000000
Hexatronic Group 12 1.960000 987.120000 20.120000 2.080000 966.999996
Gränges 9 1.840000 945.000000 17.000000 1.830000 927.999999
Byggmax Group 33 1.800000 970.200000 14.200000 1.490000 956.000001
BioGaia B 8 0.770000 941.600000 11.600000 1.250000 930.000000
Bilia A 8 0.800000 907.200000 7.200000 0.800000 900.000000
EQT 4 1.010000 836.400000 4.400000 0.530000 832.000000
Clas Ohlson B 12 0.180000 976.200000 3.200000 0.330000 972.999996
HEXPOL B 9 -0.440000 1023.300000 2.300000 0.230000 1020.999996
AcadeMedia 8 0.700000 403.600000 1.600000 0.400000 402.000000
Biotage 7 -0.370000 939.400000 -1.600000 -0.170000 940.999997
ASSA ABLOY B 3 -0.430000 772.500000 -6.500000 -0.830000 779.000001
Alimak Group 11 0.360000 920.700000 -7.300000 -0.790000 927.999996
OX2 13 0.070000 941.200000 -8.800000 -0.930000 949.999999
VEF 909 0.900000 1834.360000 -15.640000 -0.850000 1850.000436
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
Nordic Waterproofing Holding 7 0.450000 947.800000 -19.200000 -1.990000 966.999999
SKF B 5 -2.630000 907.500000 -32.500000 -3.460000 940.000000
Addnode Group B 11 -1.530000 887.700000 -33.300000 -3.620000 921.000003
Vitec Software Group B 2 0.770000 1050.000000 -37.000000 -3.400000 1087.000000
Latour B 4 0.150000 819.200000 -37.800000 -4.410000 857.000000
Indutrade 5 1.640000 1180.000000 -38.000000 -3.120000 1218.000000
Hexagon B 26 0.650000 3412.500000 -48.500000 -1.400000 3461.000010
BHG Group 97 3.290000 1399.710000 -59.290000 -4.060000 1458.999989
Bufab 3 -0.910000 1043.400000 -65.600000 -5.920000 1109.000001
INVISIO 16 0.000000 3600.000000 -89.000000 -2.410000 3689.000000
TOTAL 45446.880000 390.880000 -6.80014% 45056.000411

Updated:¶

'2023-07-04 10:27:04.976343'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶